# Use implicit trinomial tree to perform the calculation of a put

Q.16 Redo the calculations of Q.15 with Sobol method (optional).

Q.17 Use implicit trinomial tree to perform the calculation of a put knowing the following information: S = 95; X = 106; RF = 0, 05; Sigma = 0.25; T = 5/12; b = 0.12; n = 200.

Q.19 Using the Monte Carlo Least Squares approach, evaluate the price of an Amerian put assuming an Heston (1993, 2000) stochastic volaitiliy model having the following caracteristics: K=10, r=0.05, T=4/12, k=5, theta=0.16, sigma=0.9, rho=0.1, v0=0.0625, S = 8 to 12, and values of American puts : 2.000, 1.107064, 0.520030, 0.213668. Define and explain each concepts. Hint : see Rouah (2015).

#implicit #trinomial #tree #perform #calculation #put

Pages (275 words)
Standard price: \$0.00

### Latest Reviews

Impressed with the sample above? Wait there is more

Related Questions

### This is the first section of your Final Project. Please

This is the first section of your Final Project. Please write the introduction portion of your final research project, proposing a non-experimental research topic rooted

### Use the Statement and Costing Ethics Template linked in the resources to complete the following in your Financial and Managerial

Use the Statement and Costing Ethics Template linked in the resources to complete the following in your Financial and Managerial Accounting textbook:? Problem 14-3B, page

### What does Levine mean by the term "low-touch/high-violence"? What are

What does Levine mean by the term “low-touch/high-violence”? What are some of the consequences laid out by Levine for this type of society? Do

### Explain how and why Matthew may have edited Mark’s Gospel.

Explain how and why Matthew may have edited Mark’s Gospel. Use the following two sets of passages to support your claim. 1. How and

### Integrated Health Care Project for Pregnant Women and Newborns in

The Program Idea Outline assignment describes the public health problem you intend to address, the target population and catchment area, the implementing organization or agency,

### Please read instructions carefully  In this Assignment, you will differentiate between

Please read instructions carefully  In this Assignment, you will differentiate between the proper use of summary statistics for categorical and continuous level data. In this

### Biblical Evaluation of Leadership and Management Theories

Description C. Discussion Board Forum Annotated Bibliography: Biblical Evaluation of Leadership and Management Theories Discussion boards are collaborative learning experiences. Therefore, the student will use

### You are required to write an Echo Client and an

You are required to write an Echo Client and an Echo Server program. The echo client communicates with the echo server using UDP. The programs

### Question Both automatic and controlled processing affect our attitudes attributes and perceptions including the perception of self as

Question;Both automatic and controlled processing affect our attitudes, attributes, and perceptions including the perception of self as individuals engage in social cognition and create mental

### develop 5-song Anti-Burnout Playlist from the artists Michael Jackson and

develop 5-song Anti-Burnout Playlist from the artists Michael Jackson and Celine Dion list each song (5 total), name artist/performer, and write 2-3 sentences about how

### Nursing Documentation: Is it valuable Discuss the value of nursing documentation in healthcare planning. Compare these purposes with the documentation

Nursing Documentation: Is it valuable? Discuss the value of nursing documentation in healthcare planning. Compare these purposes with the documentation format used in your area

### Minimum of 175 words: Consider the creation myths we’ve read/watched

Minimum of 175 words:  Consider the creation myths we’ve read/watched this week. Why do you think there are so many similarities in the themes of

New questions